+1,547.2%
HWM vs RJF
+396.3%
+1,150.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -12.5% | -4.2% | -8.3% | -9.8% |
| 30D | -19.0% | -3.6% | -15.4% | -17.0% |
| 3M | -8.6% | +15.6% | -24.2% | -17.6% |
| 6M | -10.2% | +17.6% | -27.8% | -20.4% |
| YTD | +11.3% | +9.2% | +2.1% | +2.8% |
| 1Y | +24.3% | +5.5% | +18.7% | +16.9% |
| 3Y | +382.3% | +70.3% | +311.9% | +214.2% |
| 5Y | +640.6% | +106.0% | +534.6% | +300.0% |
| All | +1,547.2% | +396.3% | +1,150.8% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling